ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
111-170 |
111-150 |
-0-020 |
-0.1% |
110-260 |
| High |
111-270 |
111-200 |
-0-070 |
-0.2% |
111-280 |
| Low |
111-150 |
110-220 |
-0-250 |
-0.7% |
110-180 |
| Close |
111-200 |
110-230 |
-0-290 |
-0.8% |
111-220 |
| Range |
0-120 |
0-300 |
0-180 |
150.0% |
1-100 |
| ATR |
0-156 |
0-166 |
0-010 |
6.6% |
0-000 |
| Volume |
16,091 |
15,570 |
-521 |
-3.2% |
62,693 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-263 |
113-067 |
111-075 |
|
| R3 |
112-283 |
112-087 |
110-312 |
|
| R2 |
111-303 |
111-303 |
110-285 |
|
| R1 |
111-107 |
111-107 |
110-258 |
111-055 |
| PP |
111-003 |
111-003 |
111-003 |
110-298 |
| S1 |
110-127 |
110-127 |
110-202 |
110-075 |
| S2 |
110-023 |
110-023 |
110-175 |
|
| S3 |
109-043 |
109-147 |
110-148 |
|
| S4 |
108-063 |
108-167 |
110-065 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-100 |
114-260 |
112-131 |
|
| R3 |
114-000 |
113-160 |
112-016 |
|
| R2 |
112-220 |
112-220 |
111-297 |
|
| R1 |
112-060 |
112-060 |
111-258 |
112-140 |
| PP |
111-120 |
111-120 |
111-120 |
111-160 |
| S1 |
110-280 |
110-280 |
111-182 |
111-040 |
| S2 |
110-020 |
110-020 |
111-143 |
|
| S3 |
108-240 |
109-180 |
111-104 |
|
| S4 |
107-140 |
108-080 |
110-309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-280 |
110-180 |
1-100 |
1.2% |
0-178 |
0.5% |
12% |
False |
False |
14,159 |
| 10 |
111-280 |
110-140 |
1-140 |
1.3% |
0-185 |
0.5% |
20% |
False |
False |
12,190 |
| 20 |
112-070 |
110-140 |
1-250 |
1.6% |
0-142 |
0.4% |
16% |
False |
False |
6,698 |
| 40 |
115-000 |
110-140 |
4-180 |
4.1% |
0-086 |
0.2% |
6% |
False |
False |
3,570 |
| 60 |
115-000 |
110-140 |
4-180 |
4.1% |
0-057 |
0.2% |
6% |
False |
False |
2,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-195 |
|
2.618 |
114-025 |
|
1.618 |
113-045 |
|
1.000 |
112-180 |
|
0.618 |
112-065 |
|
HIGH |
111-200 |
|
0.618 |
111-085 |
|
0.500 |
111-050 |
|
0.382 |
111-015 |
|
LOW |
110-220 |
|
0.618 |
110-035 |
|
1.000 |
109-240 |
|
1.618 |
109-055 |
|
2.618 |
108-075 |
|
4.250 |
106-225 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111-050 |
111-090 |
| PP |
111-003 |
111-030 |
| S1 |
110-277 |
110-290 |
|